Interactions between Symmetric Cone and Information Geometries: Bruhat-Tits and Siegel Spaces Models for High Resolution Autoregressive Doppler Imagery

Abstract

Main issue of High Resolution Doppler Imagery is related to robust statistical estimation of Toeplitz Hermitian positive definite covariance matrices of sensor data time series (e.g. in Doppler Echography, in Underwater acoustic, in Electromagnetic Radar, in Pulsed Lidar...). We consider this problem jointly in the framework of Riemannian symmetric spaces and the framework of Information Geometry. Both approaches lead to the same metric, that has been initially considered in other mathematical domains (study of Bruhat-Tits complete metric Space and Upper-half Siegel Space in Symplectic Geometry). Based on Frechet-Karcher barycenter definition and geodesics in Bruhat-Tits space, we address problem of N Covariance matrices Mean estimation. Our main contribution lies in the development of this theory for Complex Autoregressive models (maximum entropy solution of Doppler Spectral Analysis). Specific Blocks structure of the Toeplitz Hermitian covariance matrix is used to define an iterative and parallel algorithm for Siegel metric computation. Based on Affine Information Geometry theory, we introduce for Complex Autoregressive Model, Kahler metric on reflection coefficients based on Kahler potential function given by Doppler signal Entropy. The metric is closely related to Kahler-Einstein manifold and complex Monge-Ampere Equation. Finally, we study geodesics in space of Kahler potentials and action of Calabi and Kahler-Ricci Geometric Flows for this Complex Autoregressive Metric. We conclude with different results obtained on real Doppler Radar Data in HF and X bands : X-band radar monitoring of wake vortex turbulences, detection for Coastal X-band and HF Surface Wave Radars.